Showing 1 - 5 of 5
In dieser Arbeit werden die Folgen der Calvo-Annahme in dynamischen makroökonomischen Modellen untersucht. Dafür wird die Calvo-Annahme unter Anwendung des Konzepts der statistischen Hazardfunktion verallgemeinert. Ich untersuche zwei mögliche Anwendungen dieses Ansatzes innerhalb von...
Persistent link: https://www.econbiz.de/10009467177
Crop insurance performance and loss rates depend directly on underlying crop yield distributions. However, there still exists much debate about how to represent the underlying crop yield distributions. Using farm-level corn and soybean yields from 1972-2008, this study examines in-sample...
Persistent link: https://www.econbiz.de/10009477865
Generated crop insurance rates depend critically on the distributional assumptions of theunderlying crop yield loss model. Using farm level corn yield data from 1972-2008, we revisitthe problem of examining in-sample goodness-of-fit measures across a set of flexibleparametric, semi-parametric,...
Persistent link: https://www.econbiz.de/10009446157
The estimation of P(S-n u) by simulation, where S, is the sum of independent. identically distributed random varibles Y-1,..., Y-n, is of importance in many applications. We propose two simulation estimators based upon the identity P(S-n u) = nP(S, u, M-n = Y-n), where M-n = max(Y-1,...,...
Persistent link: https://www.econbiz.de/10009448797
Under most reliability model assumptions, all failures in a population are considered to come from the same distribution. Each individual failure time is assumed to provide information about the likely failure times of all other devices in the population. However, from time to time, process...
Persistent link: https://www.econbiz.de/10009450744